Rapport Backtest

Stratégie · SimpleMaManaged   |   Ticker · MSFT   |   2015-01-02 → 2025-10-31
Capital Final 13,899.60 €
P&L +3899.60 € (+39.00%)
Total Trades 45
Max Drawdown 16.24%
Sharpe
0.49
Sortino
0.27
Calmar
0.19

Equity Curve

Underwater Curve

Performance

CAGR3.09%
Ulcer Index0.06
Expectancy86.66

Trades Overview

Total45 Win Rate46.67%
Profit Factor1.67 Payoff Ratio1.91

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-02-27 05:00:00 2015-03-09 04:00:00 Long 15 37.97 36.21 -230.79 -4.64% 9
2015-04-21 04:00:00 2015-04-27 04:00:00 Long 15 37.00 40.54 466.41 9.55% 6
2015-07-22 04:00:00 2015-08-24 04:00:00 Long 15 39.36 35.15 -525.08 -10.67% 33
2015-09-28 04:00:00 2015-10-09 04:00:00 Long 15 38.21 41.25 382.42 7.94% 11
2016-02-26 05:00:00 2016-04-29 04:00:00 Long 15 46.50 43.51 -325.35 -6.42% 62
2016-06-01 04:00:00 2016-06-06 04:00:00 Long 15 46.68 46.14 -55.59 -1.16% 5
2016-07-13 04:00:00 2016-08-05 04:00:00 Long 15 47.68 51.17 356.04 7.32% 23
2016-10-03 04:00:00 2016-10-25 04:00:00 Long 15 51.42 54.34 283.33 5.68% 22
2017-01-26 05:00:00 2017-04-25 04:00:00 Long 15 57.82 61.42 323.91 6.22% 88
2017-07-19 04:00:00 2017-08-03 04:00:00 Long 15 67.06 65.67 -110.13 -2.08% 15
2017-08-25 04:00:00 2017-10-13 04:00:00 Long 15 66.83 70.96 326.25 6.18% 49
2017-12-12 05:00:00 2018-01-23 05:00:00 Long 15 78.65 84.48 402.09 7.41% 42
2018-02-26 05:00:00 2018-03-02 05:00:00 Long 15 87.44 84.57 -183.61 -3.28% 4
2018-04-18 04:00:00 2018-04-25 04:00:00 Long 15 89.12 86.16 -183.92 -3.33% 7
2018-07-13 04:00:00 2018-08-30 04:00:00 Long 15 97.09 103.98 385.57 7.09% 48
2018-11-16 05:00:00 2018-11-20 05:00:00 Long 15 100.43 95.18 -293.62 -5.22% 4
2018-12-04 05:00:00 2018-12-10 05:00:00 Long 15 104.98 97.99 -363.88 -6.67% 6
2019-01-18 05:00:00 2019-01-29 05:00:00 Long 15 100.78 98.07 -144.00 -2.70% 11
2019-06-12 04:00:00 2019-10-16 04:00:00 Long 15 124.22 133.15 375.02 7.19% 126
2019-10-17 04:00:00 2019-10-23 04:00:00 Long 15 133.69 129.44 -170.14 -3.18% 6
2020-04-08 04:00:00 2020-06-23 04:00:00 Long 15 158.10 192.85 1181.48 21.98% 76
2020-10-13 04:00:00 2020-10-20 04:00:00 Long 15 213.66 206.39 -203.44 -3.40% 7
2020-11-13 05:00:00 2020-11-19 05:00:00 Long 15 207.56 202.69 -136.09 -2.34% 6
2020-11-25 05:00:00 2021-01-29 05:00:00 Long 15 206.90 226.32 543.82 9.39% 65
2021-03-30 04:00:00 2021-04-09 04:00:00 Long 15 225.13 243.06 466.23 7.97% 10
2021-06-08 04:00:00 2021-06-30 04:00:00 Long 15 246.55 260.79 355.92 5.77% 22
2021-10-19 04:00:00 2021-11-01 04:00:00 Long 15 298.52 319.85 448.07 7.15% 13
2022-01-03 05:00:00 2022-01-06 05:00:00 Long 15 325.25 302.79 -449.27 -6.91% 3
2022-03-25 04:00:00 2022-04-11 04:00:00 Long 15 296.65 282.72 -292.44 -4.69% 17
2022-06-08 04:00:00 2022-06-10 04:00:00 Long 15 264.69 253.07 -267.13 -4.39% 2
2022-07-08 04:00:00 2022-07-13 04:00:00 Long 15 257.94 242.98 -344.26 -5.80% 5
2022-10-31 04:00:00 2022-11-03 04:00:00 Long 15 228.20 214.20 -364.06 -6.14% 3
2022-11-18 05:00:00 2022-12-29 05:00:00 Long 15 238.39 230.11 -198.69 -3.47% 41
2023-01-27 05:00:00 2023-01-31 05:00:00 Long 15 243.75 237.61 -141.30 -2.52% 4
2023-03-20 04:00:00 2023-04-28 04:00:00 Long 15 271.83 297.49 513.19 9.44% 39
2023-09-07 04:00:00 2023-09-21 04:00:00 Long 15 326.53 313.72 -230.63 -3.92% 14
2023-10-17 04:00:00 2023-11-08 05:00:00 Long 15 324.86 355.45 520.07 9.42% 22
2024-01-11 05:00:00 2024-01-30 05:00:00 Long 15 381.23 405.97 395.85 6.49% 19
2024-05-16 04:00:00 2024-06-26 04:00:00 Long 15 418.11 443.77 359.16 6.14% 41
2024-08-29 04:00:00 2024-09-09 04:00:00 Long 15 412.05 403.19 -133.00 -2.15% 11
2024-09-13 04:00:00 2024-10-02 04:00:00 Long 15 422.87 418.38 -67.33 -1.06% 19
2024-10-31 04:00:00 2024-12-06 05:00:00 Long 15 412.47 438.81 368.76 6.39% 36
2025-01-29 05:00:00 2025-01-31 05:00:00 Long 15 444.44 415.62 -403.44 -6.48% 2
2025-05-02 04:00:00 2025-06-25 04:00:00 Long 15 430.46 490.07 834.52 13.85% 54
2025-09-24 04:00:00 2025-10-29 04:00:00 Long 15 510.64 543.61 428.70 6.46% 35